Yang Liu, Xiaoguang Yang. Asymmetric Synchronicity in Extreme Stock Price Movements: Evidence from China's Stock Market. In Vandana Ahuja, Yong Shi, Deepak Khazanchi, Naseem Abidi, Yingjie Tian, Daniel Berg, James M. Tien, editors, Proceedings of the 5th International Conference on Information Technology and Quantitative Management, ITQM 2017, Creating Knowledge and Wisdom via Big Data Analytics, December 8-10, 2017, New Delhi, India. Volume 122 of Procedia Computer Science, pages 1156-1161, Elsevier, 2017. [doi]
Abstract is missing.